| Titre : | Option theory with stochastic analysis : an introduction to mathematical finance | | Type de document : | texte imprimé | | Auteurs : | Benth, Fred Espen | | Editeur : | London : Springer | | Année de publication : | 2004 | | Collection : | Universitext | | Importance : | x - 162 p. | | ISBN/ISSN/EAN : | 978-3-540-40502-3 | | Langues : | Anglais | | Catégories : | 60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G35 Applications (signal detection, filtering, etc.)
91-XX Game theory, economics, social and behavioral sciences:91-01 Instructional exposition (textbooks, tutorial papers, etc.)
91-XX Game theory, economics, social and behavioral sciences:91BXX Mathematical economics :91B28 Finance, portfolios, investment
| | Mots-clés : | black-scholes model pricing contingent claims stochastic calculus financial mathematics | | Index. décimale : | 60C Monographie |
Option theory with stochastic analysis : an introduction to mathematical finance [texte imprimé] / Benth, Fred Espen . - London : Springer, 2004 . - x - 162 p.. - ( Universitext) . ISBN : 978-3-540-40502-3 Langues : Anglais | Catégories : | 60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G35 Applications (signal detection, filtering, etc.)
91-XX Game theory, economics, social and behavioral sciences:91-01 Instructional exposition (textbooks, tutorial papers, etc.)
91-XX Game theory, economics, social and behavioral sciences:91BXX Mathematical economics :91B28 Finance, portfolios, investment
| | Mots-clés : | black-scholes model pricing contingent claims stochastic calculus financial mathematics | | Index. décimale : | 60C Monographie |
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Option theory with stochastic analysis
